But from what I understand about Infinite Jest, I think it's the same sort of idea as House of Leaves by Mark Z. Danielewski which I'm currently in the midst of.

IT'S AMAZING. It's basically a book within a book where you get one story through footnotes and the other through the actual book. And the book in the book is about a film. A film that doesn't exist, not even within the book. It's all rather fantastic though.